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Related papers: Computing Equilibrium in Matching Markets

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Recent results, establishing evidence of intractability for such restrictive utility functions as additively separable, piecewise-linear and concave, under both Fisher and Arrow-Debreu market models, have prompted the question of whether we…

Computer Science and Game Theory · Computer Science 2010-10-21 Vijay V. Vazirani

This paper studies an open question in the warehouse problem where a merchant trading a commodity tries to find an optimal inventory-trading policy to decide on purchase and sale quantities during a fixed time horizon in order to maximize…

Data Structures and Algorithms · Computer Science 2023-02-24 Ishan Bansal , Oktay Günlük

We study a large economy in which firms cannot compute exact solutions to the non-linear equations that characterize the equilibrium price at which they can sell future output. Instead, firms use polynomial expansions to approximate prices.…

Economics · Quantitative Finance 2016-11-08 Wolfgang Kuhle

We present a strongly polynomial algorithm for computing an equilibrium in Arrow-Debreu exchange markets with linear utilities. Our algorithm is based on a variant of the weakly-polynomial Duan-Mehlhorn (DM) algorithm. We use the DM…

Data Structures and Algorithms · Computer Science 2022-02-03 Jugal Garg , László A. Végh

A combinatorial market consists of a set of indivisible items and a set of agents, where each agent has a valuation function that specifies for each subset of items its value for the given agent. From an optimization point of view, the goal…

Computer Science and Game Theory · Computer Science 2023-01-05 Kristóf Bérczi , Laura Codazzi , Julian Golak , Alexander Grigoriev

We consider two-sided matching markets, and study the incentives of agents to circumvent a centralized clearing house by signing binding contracts with one another. It is well-known that if the clearing house implements a stable match and…

Computer Science and Game Theory · Computer Science 2015-04-14 Nick Arnosti , Nicole Immorlica , Brendan Lucier

Two-sided matching markets, environments in which two disjoint groups of agents seek to partner with one another, arise in several contexts. In static, centralized markets where agents know their preferences, standard algorithms can yield a…

Computer Science and Game Theory · Computer Science 2025-04-08 Vade Shah , Bryce L. Ferguson , Jason R. Marden

The supply function equilibrium (SFE) is a model for competition in markets where each firm offers a schedule of prices and quantities to face demand uncertainty, and has been successfully applied to wholesale electricity markets. However,…

Optimization and Control · Mathematics 2015-02-05 Sheng Yu , Enrique Campos-Nanez

This study is focused on periodic Fisher markets where items with time-dependent and stochastic values are regularly replenished and buyers aim to maximize their utilities by spending budgets on these items. Traditional approaches of…

Computer Science and Game Theory · Computer Science 2024-06-04 Yongge Yang , Yu-Ching Lee , Po-An Chen , Chuang-Chieh Lin

The two somewhat conflicting requirements of efficiency and fairness make ATFM an unsatisfactorily solved problem, despite its overwhelming importance. In this paper, we present an economics motivated solution that is based on the notion of…

Computational Complexity · Computer Science 2011-09-27 Vijay V. Vazirani

We study the problem of matching agents who arrive at a marketplace over time and leave after d time periods. Agents can only be matched while they are present in the marketplace. Each pair of agents can yield a different match value, and…

Data Structures and Algorithms · Computer Science 2018-03-06 Itai Ashlagi , Maximilien Burq , Patrick Jaillet , Amin Saberi

Two-sided matching platforms provide users with menus of match recommendations. To maximize the number of realized matches between the two sides (referred here as customers and suppliers), the platform must balance the inherent tension…

Computer Science and Game Theory · Computer Science 2020-07-29 Itai Ashlagi , Anilesh K. Krishnaswamy , Rahul Makhijani , Daniela Saban , Kirankumar Shiragur

We study the problem of computing a competitive equilibrium with approximately optimal bundles in Fisher markets with separable piecewise-linear concave (SPLC) utility functions, meaning that every buyer receives a $(1-\delta)$-optimal…

Computer Science and Game Theory · Computer Science 2026-05-01 Argyrios Deligkas , John Fearnley , Alexandros Hollender , Themistoklis Melissourgos

Much work has been done on the computation of market equilibria. However due to strategic play by buyers, it is not clear whether these are actually observed in the market. Motivated by the observation that a buyer may derive a better…

Computer Science and Game Theory · Computer Science 2015-05-18 Bharat Adsul , Ch. Sobhan Babu , Jugal Garg , Ruta Mehta , Milind Sohoni

A two-sided market consists of two sets of agents, each of whom have preferences over the other (Airbnb, Upwork, Lyft, Uber, etc.). We propose and analyze a repeated matching problem, where some set of matches occur on each time step, and…

Computer Science and Game Theory · Computer Science 2020-09-22 Sreenivas Gollapudi , Kostas Kollias , Benjamin Plaut

We introduce the theoretical study of a Platform Equilibrium in a market with unit-demand buyers and unit-supply sellers. Each seller can join a platform and transact with any buyer or remain off-platform and transact with a subset of…

Computer Science and Game Theory · Computer Science 2024-06-24 Alon Eden , Gary Qiurui Ma , David C. Parkes

Automated Market Makers (AMMs) are a central component of decentralized exchanges, yet their equilibrium foundations and microeconomic mechanisms remain incompletely understood. This paper develops a dynamic equilibrium framework for…

General Economics · Economics 2026-03-10 Chengqi Zang , Zhenghui Wang , Weitong Zhang

We model an informed agent with information about the future value of an asset trying to maximize profits when subjected to a transaction cost as well as a market maker tasked with setting fair transaction prices. In a single auction model,…

Trading and Market Microstructure · Quantitative Finance 2020-07-29 Weston Barger , Ryan Donnelly

The fair division of chores, as well as mixed manna (goods and chores), has received substantial recent attention in the fair division literature; however, ours is the first paper to extend this research to matching markets. Indeed, our…

Computer Science and Game Theory · Computer Science 2024-12-24 Jugal Garg , Thorben Tröbst , Vijay V. Vazirani

Following the work of Babaioff et al, we consider the pricing game with strategic vendors and a single buyer, modeling a scenario in which multiple competing vendors have very good knowledge of a buyer, as is common in online markets. We…

Computer Science and Game Theory · Computer Science 2016-02-10 Allan Borodin , Omer Lev , Tyrone Strangway
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